Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 373061.6037 | 374301.6856 | -1240.0819 | 16461.5643 | 340253.2334 | -323791.6691 |
Total P&L (%) | 373.0616 | 374.3017 | -1.2401 | 16.4616 | 340.2532 | -323.7917 |
Avg Daily Profit (%) | 0.2019 | 0.2026 | -0.0007 | 0.0082 | 0.0803 | 0 |
Buy And Hold Return (%) | 28.3784 | 28.3784 | 28.3784 | 28.3784 | 28.3784 | 28.3784 |
Max Trade Drawdown | -158689 | -178079 | -152126 | -455816 | -564378 | -563402 |
Profit Factor | 1.3334 | 1.6816 | 0.9978 | 1.0071 | 1.3212 | 0.7396 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 115 | 56 | 59 | 115 | 56 | 59 |
Losing Trades | 111 | 57 | 54 | 111 | 57 | 54 |
Profitability (%) | 50.885 | 49.5575 | 52.2124 | 50.885 | 49.5575 | 52.2124 |
Ratio Avg Win / Avg Loss | 1.287 | 1.7116 | 0.9133 | 0.9721 | 1.3448 | 0.6769 |
Largest Winning Trade | 106661 | 106661 | 30565 | 183857 | 183857 | 87157 |
Largest Losing Trade | -63318 | -32445 | -63318 | -244102 | -164416 | -244102 |
Avg Bars in Trades | 48 | 46 | 50 | 48 | 46 | 50 |
Avg Bars in Winners | 51 | 49 | 53 | 51 | 49 | 53 |
Avg Bars in Losers | 44 | 42 | 46 | 44 | 42 | 46 |
Bars Traded | 10852 | 5200 | 5652 | 10852 | 5200 | 5652 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332024 | 374512 | -580744 | -560619 | -86017 | -580744 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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